+67.4%
XLF vs IP
-17.2%
+84.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.3% |
| 7D | 0.0% | -5.3% | +5.3% | +1.4% |
| 30D | +0.2% | -10.9% | +11.0% | +3.0% |
| 3M | +11.7% | +11.2% | +0.5% | +7.8% |
| 6M | +13.8% | -10.2% | +24.0% | +15.8% |
| YTD | +7.0% | -2.0% | +9.0% | +5.6% |
| 1Y | +9.1% | -19.1% | +28.2% | +13.6% |
| 3Y | +75.6% | +20.9% | +54.8% | +51.9% |
| All | +67.4% | -17.2% | +84.6% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling